gotta make a persistent home and put them in ~/.kde/Autostart or remaster the CD and put them in /etc/rc5.d. You could also have persistnet home or remaster the CD and but them in ~/.xinitrc or /etc/skel/.xinitrc respectively, and they'd run when you boot to text mode, as soon as you run the command startx to launch your desktop of choice as specifed by the first line of .xinitrc.

There are no default passwords and knoppix can sudo almost anything. In kde's autostart they will run as knoppix. In etc/rc.d's they'll run as root unless you su -c knoppix the commands within the scripts.